+209.1%
ASTS vs IONS
-30.6%
+239.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.9% | -14.1% |
| 7D | -29.9% | -12.6% | -17.3% | -26.5% |
| 30D | -52.2% | -11.8% | -40.3% | -50.1% |
| 3M | -55.8% | -28.4% | -27.4% | -51.0% |
| 6M | -52.7% | -48.4% | -4.3% | -43.0% |
| YTD | -58.4% | -51.0% | -7.5% | -48.9% |
| 1Y | -57.1% | -48.0% | -9.0% | -48.2% |
| 3Y | +629.5% | -17.8% | +647.2% | +626.5% |
| 5Y | +147.7% | +15.2% | +132.6% | +112.3% |
| All | +209.1% | -30.6% | +239.7% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling